When I was in junior high, our local library got an excellent anthology called "Masters of the Macabre," edited by Seon Manley and Gogo Lewis. They've done other collections, as well ("Ghostly Gentlewomen," among others), and usually don't disappoint with their selections. Also, just about any anthology by Peter Haining or Marvin Kaye is well worthwhile. There was also a line of fantasy anthologies (maybe called "Isaac Asimov's Worlds of Fantasy?") edited by Asimov, Charles G. Waugh and Martin H. Greenberg (another anthology master) that had some obscure and classic tales.